9780387947167: Smoothing Methods in Statistics

Sinossi

Focussing on applications, this book covers a very broad range, including simple and complex univariate and multivariate density estimation, nonparametric regression estimation, categorical data smoothing, and applications of smoothing to other areas of statistics. It will thus be of particular interest to data analysts, as arguments generally proceed from actual data rather than statistical theory, while the "Background Material" sections will interest statisticians studying the field. Over 750 references allow researchers to find the original sources for more details, and the "Computational Issues" sections provide sources for statistical software that use the methods discussed. Each chapter includes exercises with a heavily computational focus based upon the data sets used in the book, making it equally suitable as a textbook for a course in smoothing.

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Recensione

"...an excellent reference to the field and has no rival in terms of accessibility, coverage, and utility." (Jnl. of the Am. Statistical Association)
"...an excellent overview of smoothing methods and concepts, presenting material in an intuitive manner with many interesting graphics." (Technometrics)

Contenuti

1. Introduction.- 1.1 Smoothing Methods: a Nonparametric/Parametric Compromise.- 1.2 Uses of Smoothing Methods.- 1.3 Outline of the Chapters.- Background material.- Computational issues.- Exercises.- 2. Simple Univariate Density Estimation.- 2.1 The Histogram.- 2.2 The Frequency Polygon.- 2.3 Varying the Bin Width.- 2.4 The Effectiveness of Simple Density Estimators.- Background material.- Computational issues.- Exercises.- 3. Smoother Univariate Density Estimation.- 3.1 Kernel Density Estimation.- 3.2 Problems with Kernel Density Estimation.- 3.3 Adjustments and Improvements to Kernel Density Estimation.- 3.4 Local Likelihood Estimation.- 3.5 Roughness Penalty and Spline-Based Methods.- 3.6 Comparison of Univariate Density Estimators.- Background material.- Computational issues.- Exercises.- 4. Multivariate Density Estimation.- 4.1 Simple Density Estimation Methods.- 4.2 Kernel Density Estimation.- 4.3 Other Estimators.- 4.4 Dimension Reduction and Projection Pursuit.- 4.5 The State of Multivariate Density Estimation.- Background material.- Computational issues.- Exercises.- 5. Nonparametrie Regression.- 5.1 Scatter Plot Smoothing and Kernel Regression.- 5.2 Local Polynomial Regression.- 5.3 Bandwidth Selection.- 5.4 Locally Varying the Bandwidth.- 5.5 Outliers and Autocorrelation.- 5.6 Spline Smoothing.- 5.7 Multiple Predictors and Additive Models.- 5.8 Comparing Nonparametric Regression Methods.- Background material.- Computational issues.- Exercises.- 6. Smoothing Ordered Categorical Data.- 6.1 Smoothing and Ordered Categorical Data.- 6.2 Smoothing Sparse Multinomials.- 6.3 Smoothing Sparse Contingency Tables.- 6.4 Categorical Data, Regression, and Density Estimation.- Background material.- Computational issues.- Exercises.- 7. Further Applications of Smoothing.- 7.1 Discriminant Analysis.- 7.2 Goodness-of-Fit Tests.- 7.3 Smoothing-Based Parametric Estimation.- 7.4 The Smoothed Bootstrap.- Background material.- Computational issues.- Exercises.- Appendices.- A. Descriptions of the Data Sets.- B. More on Computational Issues.- References.- Author Index.

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Altre edizioni note dello stesso titolo

9781461284727: Smoothing Methods in Statistics

Edizione in evidenza

ISBN 10:  1461284724 ISBN 13:  9781461284727
Casa editrice: Springer, 2011
Brossura